Matrix TCL description
Matrix template class library for doing matrix calculations in C++ programs

This is a C++ template class library to perform matrix calculations with ease and efficiency in your program.

It supports most of the matrix calculations that you may need to do in your C++ programs. With this class you can do matrix calculations just like other built-in data types in your program.

It supports arithmetic operations, sub-matrix operations, inversion, various matrix decompositions, solution of simultaneous linear equations, eigen value and eigen vector problem, and much more.

Full source code is included with the package.

This class is optimized for performance and memory usage and incurs negligible programming overhead over "C" programs.

But it supports only dense matrices and not the sparse matrices. We have tested matrices of size up to 1000 x 1000 with this class.